-34.8%
BROS vs XHB
-9.3%
-25.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | 0.0% |
| 7D | -6.7% | -1.3% | -5.4% | -5.8% |
| 30D | -29.1% | -6.9% | -22.2% | -25.2% |
| 3M | -16.7% | -1.3% | -15.4% | -16.5% |
| 6M | -11.6% | -6.8% | -4.8% | -8.8% |
| YTD | -23.9% | +0.7% | -24.6% | -26.6% |
| 1Y | -34.8% | -11.2% | -23.5% | -36.5% |
| All | -34.8% | -9.3% | -25.5% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling